绿色信贷对商业银行风险承担水平的影响

The Impact of Green Credit on the Level of Risk-Taking of Commercial Banks

选取2007年~2022年A股38家上市银行年度非平衡面板数据,检验绿色信贷对商业银行风险承担水平的影响机理。研究发现,绿色信贷与商业银行风险加权资产比率正相关,与商业银行不良贷款率负相关。异质性分析发现,在规模大、经营范围广的银行中绿色信贷对风险加权资产比率的影响更为显著;在规模小、经营范围窄的银行中绿色信贷对商业银行不良贷款率的影响更为显著。

Annual unbalanced panel data of 38 A-share listed banks from 2007~2022 were selected to test the mechanism of the impact of green credit on the risk-taking level of commercial banks. It is found that green credit is positively related to the risk-weighted asset ratio of commercial banks and negatively related to the non-performing loan ratio of commercial banks. The heterogeneity analysis found that the effect of green credit on risk-weighted asset ratio was more significant in banks with large size and wide scope of operation;the effect of green credit on commercial banks’ NPL ratio was more significant in banks with small size and narrow scope of operation.